Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49123.88 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 39770.92 Kr¶

PnL: ---------------------------------------> 7.0 Kr¶

DD now: ---------------------------------> -7.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:17:28.196553'

Anic Portfolio¶

Today¶

Return: -0.364 %¶

This Week¶

Return: -0.364 %¶

Total portfolio value¶

Return including deposits: 60.819 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.130000 1664.460000 196.920000 13.420000 1467.540000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Orrön Energy 180 0.220000 2044.800000 7.200000 0.350000 2037.600000
Addnode Group B 11 0.780000 925.650000 7.150000 0.780000 918.500000
Clas Ohlson B 12 0.310000 973.800000 3.000000 0.310000 970.800000
EQT 4 0.240000 831.600000 2.000000 0.240000 829.600000
JM 6 0.210000 864.000000 1.800000 0.210000 862.200000
AcadeMedia 8 0.000000 402.800000 1.600000 0.400000 401.200000
Hoist Finance 35 0.000000 978.250000 0.000000 0.000000 978.250000
Platzer Fastigheter Holding B 12 0.000000 958.800000 0.000000 0.000000 958.800000
INVISIO 16 0.000000 3680.000000 0.000000 0.000000 3680.000000
BioGaia B 8 -0.170000 926.400000 -1.600000 -0.170000 928.000000
Sagax B 4 -0.230000 850.000000 -2.000000 -0.230000 852.000000
Alimak Group 11 -0.240000 924.000000 -2.200000 -0.240000 926.200000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Bilia A 8 -0.530000 894.400000 -3.200000 -0.360000 897.600000
Catena 2 -0.460000 786.000000 -3.600000 -0.460000 789.600000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Biotage 7 -0.450000 935.200000 -4.200000 -0.450000 939.400000
Atrium Ljungberg B 5 -0.540000 928.000000 -5.000000 -0.540000 933.000000
Nordic Waterproofing Holding 7 -0.730000 957.600000 -7.000000 -0.730000 964.600000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Bufab 3 -0.760000 1098.000000 -8.400000 -0.760000 1106.400000
Hexagon B 26 -0.300000 3441.100000 -10.400000 -0.300000 3451.500000
Indutrade 5 -0.860000 1204.000000 -10.500000 -0.860000 1214.500000
OX2 13 -1.370000 934.700000 -13.000000 -1.370000 947.700000
Latour B 4 -1.680000 840.800000 -14.400000 -1.680000 855.200000
Vitec Software Group B 2 -2.210000 1060.000000 -24.000000 -2.210000 1084.000000
BHG Group 97 -1.870000 1428.810000 -26.190000 -1.800000 1455.000000
Hexatronic Group 12 -3.730000 928.560000 -36.000000 -3.730000 964.560000
VEF 909 -2.450000 1807.090000 -38.180000 -2.070000 1845.270000
TOTAL 39770.920000 7.000000 -7.52343% 39763.920000

Updated:¶

'2023-07-03 09:17:46.257622'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶